INVESTMENT.PROGRAM - sizing

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HBT24
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9 years 7 months ago #17698 by HBT24

INVESTMENT.PROGRAM - sizing was created by HBT24

Hi, Can anyone please elaborate on what exactly field sizing mean in INVESTMENT.PROGRAM? The help text is not at all useful.

Regards

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jpb
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retired . . . ¯\_(ツ)_/¯

9 years 7 months ago #17699 by jpb

Replied by jpb on topic INVESTMENT.PROGRAM - sizing

Helptext INVESTMENT.PROGRAM :

SIZING
Standard T24 alphanumeric field.
Validation Rules:
Must be the key to a valid entry on the AM.SIZING file.
Input only allowed if the Asset Management product is install.

Helptext AM.SIZING :
Allow to define the default size of a position. example Small -> 5%, Big -> 2%.
For further information please refer to the Wealth Portfolio Modelling User Guide

DESCRIPTION
Describes the sizing and is used for enrichment of the Code.
This field can be expanded to allow the User to enter the Description of the sizing code in various languages.
Validation Rules:
1-30 type alphanumeric characters. Multilanguage field
Mandatory input

SIZING.CODE
This is the code by which this sizing can be identified.
The code represents the ID of the table.
Validation Rules:
1-15 alphanumeric characters. (Mandatory input)

TARGET.WEIGHT
Specifies the default target percentage for a position.
Validation Rules:
Input cannot be less than zero
Numeric characters in range 0...999. (Optional input)

Wealth Portfolio Modelling User Guide

The following user(s) said Thank You: HBT24

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kartsnek
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9 years 7 months ago #17700 by kartsnek

Replied by kartsnek on topic INVESTMENT.PROGRAM - sizing

The field SIZING is used to indicates the size of trade to be carried out by rebalancing. This field is linked to AM.SIZING.
When we are running the Rebalancing(AM.COMPARE), system generates the orders based on the model. However the system will use sizing defined in INVESTMENT.PROGRAM which linked to portfolios.

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HBT24
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9 years 7 months ago #17705 by HBT24

Replied by HBT24 on topic INVESTMENT.PROGRAM - sizing

Thanks for the reply fellas.

1) So Kartsnek, When I set AM.SIZING AS 50% (target.weight) ; the order size would be 50% of what ??? is it 50% of the valuation of each portfolio that is covered in that AM.COMPARE run.
2) Subsequently its mentioned in the manual that, if AM.SIZING is missing then the rebalancing process considers target.weight mentioned in AM.RECOMMENDATION. In AM. RECOMMENDATION we find the individual securities, with target.weight and BUY/SELL tag.
Example in a AM.COMPARE with missing input on SIZING in INVESTMENT.PROGRAM; if a share with a buy recommendation and target weight of 10% gets picked up from AM.RECOMMENDATION. Would that share alone have 10% weightage in the portfolio?
3) Lastly, While creating AXIS in AM.AXIS,MODEL when I define the RULES for the member, what does field "percent" signify ?

Your help would be highly appreciated, have been struggling on this since last 1 week. Help text is not at all helpful in this regard.

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kartsnek
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9 years 7 months ago - 9 years 7 months ago #17710 by kartsnek

Replied by kartsnek on topic INVESTMENT.PROGRAM - sizing

Hi,

Please go through below the TCSP link which gives solution to all your queries
tcsp.temenos.com/R15CD/R15CD.htm#../Subs...?Highlight=AM.SIZING

The same was shared by Jpb

Last edit: 9 years 7 months ago by kartsnek.

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